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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,932 papers · 148 categories

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12253749 · Jun 202019922001200920172026
48 results for intermediate pooling

LaPool improves molecular graph representation learning by capturing interaction importance.

problem Lack of efficient intermediate pooling steps in GNNs leads to poor molecular substructure representation.
method LaPool is a novel, data-driven, and interpretable hierarchical graph pooling method that considers node features and graph structure.
result LaPool outperforms recent GNNs on molecular graph prediction and understanding tasks.

New model learns relative importance of multiple seasonal patterns in time series data.

problem Complex seasonal patterns in business time series data.
method Mixed hierarchical seasonality (MHS) model using Stan.
result Significant improvements in prediction error and predictive density compared to existing models.

This paper improves fraud prevention rule sets in fintech by generating diverse rules and finding Pareto-optimal subsets.

problem Improving the quality and flexibility of fraud prevention rule sets in fintech.
method Introducing SpectralRules for generating diverse rules, and PORS for finding Pareto-optimal subsets.
result SpectralRules generates diverse rules that improve the quality of final rule subsets.

The study quantifies how many objects can be linearly classified under all views.

problem Understanding the expressivity of group-equivariant representations.
method Generalization of Cover's Function Counting Theorem to quantify separable dichotomies.
result The fraction of separable dichotomies is determined by the fixed space dimension of the group action.

Purpose: In the present work we describe the correction of diffusion-weighted MRI for site and scanner biases using a novel method based on invariant representation. Theory and Methods: Pooled imaging data from multiple sources are subject to variation between the sources. Correcting for these biases has become very im…

2019-04-10abs ↗pdf ↗

Convolutional neural networks (CNNs) have achieved remarkable performance in many applications, especially in image recognition tasks. As a crucial component of CNNs, sub-sampling plays an important role for efficient training or invariance property, and max-pooling and arithmetic average-pooling are commonly used sub-…

2018-11-08abs ↗pdf ↗

Global catastrophe risk pools increase financial resilience by diversifying risk and including more countries.

problem Low- to middle-income countries rely heavily on foreign aid for recovery from extreme weather events, which is slow and uncertain.
method Developed a method to form global catastrophe risk pools that maximize risk diversification and select countries with low bilateral correlations or low shares in the pool risk.
result Global pooling increases risk diversification, lowers countries' shares in the pool risk, and increases the number of countries benefiting from risk pooling.

In most convolution neural networks (CNNs), downsampling hidden layers is adopted for increasing computation efficiency and the receptive field size. Such operation is commonly so-called pooling. Maximation and averaging over sliding windows (max/average pooling), and plain downsampling in the form of strided convoluti…

2018-10-07abs ↗pdf ↗

New image classifier uses hierarchical max-pooling with local pooling.

problem Improving image classification accuracy with variable spatial relationships.
method Introduces a hierarchical max-pooling model with additional local pooling for convolutional neural networks.
result Demonstrates improved performance in estimating image features.

Optimizes diversification in catastrophe risk pooling using asymptotic analysis.

problem Maximizing diversification benefit from catastrophic events in insurance pools.
method Asymptotic analysis to solve high-dimensional optimization problem.
result Derives an asymptotically optimal pool that approximates practical optimal pool.

This paper investigates the impact of dark pools on price discovery (the efficiency of prices on stock exchanges to aggregate information). Assets are traded in either an exchange or a dark pool, with the dark pool offering better prices but lower execution rates. Informed traders receive noisy and heterogeneous signal…

2016-12-27abs ↗pdf ↗

This research simplifies lending pools in decentralized finance for better understanding and security.

problem Complexity and lack of executable models make lending pools hard to understand and predict.
method Developed a formal model to reflect common features of lending pools and proved general properties.
result Proved correct handling of funds and described vulnerabilities and attacks.

We consider interactive algorithms in the pool-based setting, and in the stream-based setting. Interactive algorithms observe suggested elements (representing actions or queries), and interactively select some of them and receive responses. Pool-based algorithms can select elements at any order, while stream-based algo…

2016-02-02abs ↗pdf ↗

In this work we compute lower Lipschitz bounds of p\ell_p pooling operators for p=1,2,p=1, 2, \infty as well as p\ell_p pooling operators preceded by half-rectification layers. These give sufficient conditions for the design of invertible neural network layers. Numerical experiments on MNIST and image patches confirm tha…

2013-11-16abs ↗pdf ↗

ASAP improves graph pooling for hierarchical graph representations.

problem Pooling in graphs fails to effectively capture substructure or scale to large graphs.
method ASAP uses self-attention and modified GNN to capture node importance and learn sparse soft cluster assignments.
result Combining ASAP with GNN architectures leads to state-of-the-art results on graph classification benchmarks.

We propose a novel graph pooling operation using cliques as the unit pool. As this approach is purely topological, rather than featural, it is more readily interpretable, a better analogue to image coarsening than filtering or pruning techniques, and entirely nonparametric. The operation is implemented within graph con…

2019-03-31abs ↗pdf ↗

HGP-SL pools and learns graph structure for hierarchical representation learning.

problem Graph pooling is overlooked in GNN models, limiting hierarchical representation learning.
method Integrates graph pooling and structure learning into a unified module.
result HGP-SL improves graph classification performance on benchmarks.

This paper generalizes the envelope of mid-lines to intermediate lines for a plane curve.

problem Understanding the envelope of intermediate lines for a plane curve.
method Using singularity theory techniques to analyze the local behavior of the envelope of intermediate lines.
result The envelope of intermediate lines (EILEIL) is formed by three disconnected sets: AEIL, the curve itself, and IPTL.

Proposes a graph pooling method leveraging node proximity for hierarchical graph representation learning.

problem Efficiently exploiting the geometry of graph data for hierarchical representation learning.
method Combines node proximity with kernel representation of topology and node features for adaptive node signal similarities evaluation.
result Achieves state-of-the-art performance on graph classification benchmark datasets.

EarnMore uses masked stock representations to train RL agents for customizable stock pools efficiently.

problem Training RL agents for customizable stock pools (CSPs) is computationally expensive and unstable.
method EarnMore introduces a mechanism to mask out stocks outside the target pool, learns meaningful stock representations, and uses a re-weighting mechanism to focus on favorable stocks.
result EarnMore significantly outperforms state-of-the-art baselines in profit metrics with over 40% improvement.

Global pooling, such as max- or sum-pooling, is one of the key ingredients in deep neural networks used for processing images, texts, graphs and other types of structured data. Based on the recent DeepSets architecture proposed by Zaheer et al. (NIPS 2017), we introduce a Set Aggregation Network (SAN) as an alternative…

2018-10-03abs ↗pdf ↗

Graph neural networks, which generalize deep neural network models to graph structured data, have attracted increasing attention in recent years. They usually learn node representations by transforming, propagating and aggregating node features and have been proven to improve the performance of many graph related tasks…

2019-04-30abs ↗pdf ↗

Study characterizes Uniswap v3 liquidity pools using transaction graphs and identifies ideal trading conditions.

problem Computational expense in analyzing the full Uniswap v3 ecosystem.
method Extracted and analyzed a sub-universe of liquidity pools, using transaction graphs and graph2vec algorithm.
result Identified seven clusters of liquidity takers with similar trading preferences and introduced an ideal crypto law.

Optimal rebalancing strategy improves AMM pool performance by 25%.

problem Optimizing the sequence of weights in dynamic AMM pools to minimize rebalancing costs.
method Using optimal interpolation and a cheap-to-compute approximation to achieve nearly optimal rebalancing.
result Approximately-optimal weight changes lead to significant increases in pool performance (up to 25%) under various conditions.

High-fee pools attract more liquidity but execute less volume; low-fee pools have more stable LPs.

problem Optimal liquidity supply and execution on decentralized exchanges with fixed gas costs.
method Analysis of Uniswap data to compare high- and low-fee pools.
result Fragmented liquidity leads to more LPs and competition, improving overall market efficiency.

Study optimal liquidation strategies in lit and dark pools with and without regulation.

problem Optimal liquidation strategies in dark and lit pools with execution uncertainty.
method Design optimal make-take fee policies, solve HJB-Fokker-Planck systems, use BSDEs.
result Explicit solutions for optimal strategies in both competitive and regulated markets.

The study connects manifold topology to metrics with positive intermediate curvature.

problem Understanding the relationship between manifold topology and metrics with positive intermediate curvature.
method Formulated a conjecture and proved it for specific dimensions and conditions.
result Closed, aspherical 6-manifolds cannot admit metrics with positive 4-intermediate curvature.

New rigidity results for manifolds with maximal symmetry rank and positive intermediate Ricci curvature.

problem Understanding the structure of manifolds with maximal symmetry rank and positive intermediate Ricci curvature.
method Recovering stronger topological rigidity results using higher intermediate Ricci curvatures and nontrivial fundamental groups.
result Stronger topological rigidity results for manifolds with maximal symmetry rank and positive intermediate Ricci curvature.

This research improves capital efficiency and impermanent loss in cryptocurrency markets using multi-token trading pools.

problem Poor impermanent loss and capital efficiency in automated market makers.
method Analysis and construction of a multi-token token proactive market maker (MPMM).
result MPMM shows better impermanent loss and capital efficiency than comparable market makers.

Study on pooled annuity funds and how initial savings affect income stability.

problem Analyzing the stability of income payments in pooled annuity funds.
method Examining the influence of initial savings on income fluctuations and developing a criterion for pooling funds.
result Identification of a term, the 'implied number of homogeneous members', linking initial savings to income fluctuations.

Proposes SimPool for graph pooling using structural similarity features.

problem Challenges in graph pooling due to lack of spatial locality.
method Integrates structural similarity features with a revised pooling layer to propose SimPool.
result SimPool produces node cluster assignments resembling CNN's locality preserving pooling.

Study on spaces of metrics with intermediate curvature bounds.

problem Understanding spaces of metrics with lower bounds on intermediate curvatures.
method Analyzing spaces of Riemannian metrics with specific curvature bounds on high-dimensional Spin-manifolds.
result Spaces of metrics with positive p-curvature and k-positive Ricci curvature have non-trivial homotopy groups.